3
3.0
Jun 30, 2018
06/18
by
Andreas Hagemann
texts
eye 3
favorite 0
comment 0
In this paper I develop a wild bootstrap procedure for cluster-robust inference in linear quantile regression models. I show that the bootstrap leads to asymptotically valid inference on the entire quantile regression process in a setting with a large number of small, heterogeneous clusters and provides consistent estimates of the asymptotic covariance function of that process. The proposed bootstrap procedure is easy to implement and performs well even when the number of clusters is much...
Topics: Mathematics, Statistics Theory, Statistics
Source: http://arxiv.org/abs/1407.7166
159
159
Sep 23, 2013
09/13
by
Andreas Hagemann
texts
eye 159
favorite 0
comment 0
In this paper I introduce quantile spectral densities that summarize the cyclical behavior of time series across their whole distribution by analyzing periodicities in quantile crossings. This approach can capture systematic changes in the impact of cycles on the distribution of a time series and allows robust spectral estimation and inference in situations where the dependence structure is not accurately captured by the auto-covariance function. I study the statistical properties of quantile...
Source: http://arxiv.org/abs/1111.1965v2
68
68
Oct 18, 2014
10/14
by
Rohrbeck, Astrid; Schroder, Anke; Hagemann, Sandra; Pich, Andreas; Holtje, Markus; Ahnert-Hilger, Gudrun; Just, Ingo
texts
eye 68
favorite 0
comment 0
This article is from PLoS ONE , volume 9 . Abstract Clostridium botulinum C3 exoenzyme (C3) selectively inactivates RhoA/B/C GTPases by ADP-ribosylation. Based on this substrate specificity C3 is a well-established tool in cell biology. C3 is taken up by eukaryotic cells although lacking an uptake and translocation domain. Based on different approaches vimentin was identified as membranous C3-interaction partner by mass spectrometry. Vimentin in fact was partly localized at the outer surface of...
Source: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC4072758
